Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52315.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48175.23 Kr¶

PnL: ---------------------------------------> -756.77 Kr¶

DD now: ---------------------------------> -1.516 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:20:54.538869'

Anic Portfolio¶

Today¶

Return: 0.094 %¶

This Week¶

Return: -0.002 %¶

Total portfolio value¶

Return including deposits: 71.267 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -0.760000 2289.000000 110.000000 5.050000 2179.000005
Embracer Group B 26 5.260000 754.780000 92.780000 14.020000 661.999988
BHG Group 49 2.970000 713.930000 74.930000 11.730000 638.999984
Vitrolife 3 0.660000 729.000000 52.000000 7.680000 677.000001
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
Biotage 4 1.070000 639.600000 36.600000 6.070000 603.000000
SynAct Pharma 9 1.900000 674.100000 29.100000 4.510000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 0.230000 693.600000 19.600000 2.910000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 0.170000 710.400000 10.400000 1.490000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Latour B 2 -0.220000 444.000000 -5.000000 -1.110000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 0.200000 495.500000 -9.500000 -1.880000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.230000 645.900000 -12.100000 -1.840000 657.999999
NCC B 7 -0.700000 640.850000 -13.150000 -2.010000 653.999997
Fortnox 10 0.860000 654.400000 -13.600000 -2.040000 668.000000
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
Nolato B 12 0.480000 630.000000 -18.000000 -2.780000 648.000000
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
SCA A 4 -1.640000 576.800000 -22.200000 -3.710000 599.000000
Indutrade 5 -0.190000 1296.500000 -23.500000 -1.780000 1320.000000
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 0.000000 4290.300000 -40.700000 -0.940000 4330.999935
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Investor A 16 -0.090000 3438.400000 -106.600000 -3.010000 3545.000000
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
New Wave B 40 0.070000 3748.000000 -168.000000 -4.290000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48175.230000 -756.770000 -1.51552% 48931.999868

Updated:¶

'2023-06-16 09:21:12.654853'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶